+224.5%
KEEL vs IAG
+804.5%
-579.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.4% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | +0.8% | +12.1% | -11.3% | -3.3% |
| 3M | -35.3% | +25.5% | -60.9% | -41.2% |
| 6M | +59.4% | -7.1% | +66.5% | +60.9% |
| YTD | +51.9% | +22.9% | +29.1% | +38.1% |
| 1Y | +75.0% | +83.3% | -8.3% | +40.4% |
| 3Y | +224.5% | +808.5% | -584.0% | +62.3% |
| All | +224.5% | +804.5% | -579.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling